+197.7%
AON vs HALO
+979.6%
-781.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -6.3% | -2.7% | -3.6% | -6.0% |
| 30D | -14.1% | +5.3% | -19.4% | -14.6% |
| 3M | -9.5% | +51.6% | -61.0% | -13.8% |
| 6M | -4.0% | +61.3% | -65.3% | -9.4% |
| YTD | -13.8% | +59.3% | -73.1% | -18.7% |
| 1Y | -18.3% | +38.3% | -56.6% | -21.7% |
| 3Y | -7.2% | +185.9% | -193.1% | -20.4% |
| 5Y | +7.3% | +159.9% | -152.6% | -8.4% |
| All | +197.7% | +979.6% | -781.9% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling